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Search: person:"Leybourne, Stephen James"
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84
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69
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English
146
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Leybourne, Stephen James
146
Harvey, David I.
67
Taylor, Robert
45
Newbold, Paul
41
McCabe, Brendan Peter Martin
18
Kim, Tae-hwan
14
Harris, David
13
Greenaway, David
7
Astill, Sam
6
Mills, Terence C.
6
Sapsford, David
6
Sollis, Robert
6
Iacone, Fabrizio
4
Whitehouse, Emily J.
4
Zu, Yang
4
Crafts, Nicholas
3
Reed, Geoffrey V.
3
Bleaney, Michael F.
2
Cavaliere, Giuseppe
2
Georgiev, Iliyan
2
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2
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2
Mizen, Paul
2
Wohar, Mark E.
2
Aristidou, Chrystalleni
1
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1
Evripidou, Andria C.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Econometric theory
18
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14
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11
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7
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7
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7
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6
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5
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4
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4
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4
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3
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3
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3
The Manchester School
3
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2
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2
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2
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2
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2
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2
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1
Globalization, growth and sustainability
1
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1
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1
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1
Journal of international money and finance
1
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1
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ECONIS (ZBW)
146
Showing
1
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10
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146
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1
Bonferroni-type tests for return predictability with possibly trending predictors
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
-
2025
Persistent link: https://www.econbiz.de/10015372710
Saved in:
2
Bonferroni type tests for return predictability and the initial condition
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 499-515
Persistent link: https://www.econbiz.de/10015053422
Saved in:
3
CUSUM-based monitoring for explosive episodes in financial data in the presence of time-varying volatility
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 187-227
Persistent link: https://www.econbiz.de/10013542862
Saved in:
4
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
5
Real-time monitoring of bubbles and crashes
Whitehouse, Emily J.
;
Harvey, David I.
;
Leybourne, …
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
3
,
pp. 482-513
Persistent link: https://www.econbiz.de/10014304411
Saved in:
6
Testing for co-explosive behaviour in financial time series
Evripidou, Andria C.
;
Harvey, David I.
;
Leybourne, …
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
3
,
pp. 624-650
Persistent link: https://www.econbiz.de/10013348446
Saved in:
7
Tests for equal forecast accuracy under heteroskedasticity
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Journal of applied econometrics
39
(
2024
)
5
,
pp. 850-869
Persistent link: https://www.econbiz.de/10015156787
Saved in:
8
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
Saved in:
9
Sign-based unit root tests for explosive financial bubbles in the presence of deterministically time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric theory
36
(
2020
)
1
,
pp. 122-169
Persistent link: https://www.econbiz.de/10012156819
Saved in:
10
Date-stamping multiple bubble regimes
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Journal of empirical finance
58
(
2020
),
pp. 226-246
Persistent link: https://www.econbiz.de/10012430678
Saved in:
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